搜索结果: 1-15 共查到“统计学 simulation”相关记录25条 . 查询时间(0.197 秒)
This paper is concerned with how coupling can be used to enhance the efficiency of a certain class of terminating simulations, in Markov process settings in which the stationary distribution is known....
Nonlinearity Management in Optics: Experiment, Theory, and Simulation
Kerr nonlinear femtosecond pulse optical glass air
2014/12/25
We conduct an experimental investigation of nonlinearity management in optics using femtosecond pulses and layered Kerr media consisting of glass and air. By examining the propagation properties over ...
Likelihood-free Simulation-based Optimal Design
Simulation based optimal design approximate Bayesian computation Markov chain Monte Carlo
2013/6/14
Simulation-based optimal design techniques are a convenient tool for solving a particular class of optimal design problems. The goal is to find the optimal configuration of factor settings with respec...
Using GPU Simulation to Accurately Fit to the Power-Law Distribution
Zipf distribution power law Kolmogorov-Smirnov test parallel computing simulation graph-ics processing unit programming
2013/6/14
This article describes a methodology for fitting experimental data to the discrete power-law distribution and provides the results of a detailed simulation exercise used to calculate accurate cutoff v...
Fractal-driven distortion of resting state functional networks in fMRI: a simulation study
Fractal-driven distortion resting state functional networks simulation study
2012/9/17
Fractals are self-similar and scale-invariant patterns found ubiquitously in nature. A lot of evidences implying fractal properties such as 1/f power spectrums have been also observed in resting state...
Conditional simulation of max-stable processes
Conditional simulation Markov chain Monte Carlo Max-stable process Precipitation Regular conditional distribution Temperature.
2012/9/18
Since many environmental processes such as heat waves or precipitation are spatial in extent,it is likely that a single extreme event affects several locations and the areal modelling of ex-tremes is ...
Bayesian Subset Simulation: a kriging-based subset simulation algorithm for the estimation of small probabilities of failure
Computer experiments Sequential design Subset Simulation Probability of failure
2012/9/19
The estimation of small probabilities of failure from computer simulations is a classical problem in engineering, and the Subset Simulation algorithm proposed by Au & Beck (Prob. Eng. Mech., 2001) has...
Rare event simulation for processes generated via stochastic fixed point equations
Monte Carlo methods importance sampling perpetuities
2011/7/19
In a number of applications, particularly in financial and actuarial mathematics, it is of interest to characterize the tail distribution of a random variable V satisfying the distributional equation ...
On a Rapid Simulation of the Dirichlet Process
Dirichlet process Gamma process L´ evy measure Stick-breaking representation
2011/7/19
We describe a simple and efficient procedure for approximating the L\'evy measure of a $\text{Gamma}(\alpha,1)$ random variable.
Simulation in Statistics
Simulation standard tool probabilistic models ddress statistical MCMC ABC SMC sampling
2011/6/20
Simulation has become a standard tool in statistics because it may be the only tool available for analysing
some classes of probabilistic models. We review in this paper simulation tools that have be...
Perfect Simulation for Mixtures with Known and Unknown Number of components
Bounding chains Dirichlet process Gibbs sampling Mixtures Optimization Perfect Sam-pling
2011/3/24
We propose and develop a novel and effective perfect sampling methodology for simulating from posteriors corresponding to mixtures with either known (fixed) or unknown number of components. For the la...
Perfect Simulation for Mixtures with Known and Unknown Number of components
Bounding chains Dirichlet process Gibbs sampling Mixtures Optimization Perfect Sam-pling
2011/3/23
We propose and develop a novel and effective perfect sampling methodology for simulating from posteriors corresponding to mixtures with either known (fixed) or unknown number of components. For the la...
Computer Simulation Study of the Levy Flight Process
05.40.Fb 82.20.Wt Levy flight Anomalous diffusion Nonlinearity Non-ergodicity
2010/3/9
Random walk simulation of the Levy flight shows a linear relation
between the mean square displacement and time. We have analyzed different
aspects of this linearity. It is shown that the restr...
Perfect simulation using dominated coupling from the past with application to area-interaction point processes and wavelet thresholding
coupling from the past (CFTP) dominated CFTP exact simulation local stability Markov chain Monte Carlo perfect simulation
2010/3/11
We consider perfect simulation algorithms for locally stable point processes
based on dominated coupling from the past, and apply these methods
in two different contexts. A new version of the algori...
A Simulation Approach to Bayesian Emulation of Complex Dynamic Computer Models
Gaussian process Latin hypercube sampling Markov property matrix normal parallel computing spatial interpolation
2009/9/22
In recent times, complex computer models have received wide attention
inscienticresearch. However, inorder tomakeconventional statistical statements
regarding the scientic research, many expensive r...